market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 5.58% 0.18 CHF 0.19 CHF 60,000 60,000 33,073 33,073 5,983 CHF 6,314 CHF 100.00% 100.00%
12/07/2024 3.76% 0.22 CHF 0.23 CHF 60,000 60,000 33,290 33,290 8,699 CHF 9,033 CHF 99.94% 99.94%
11/07/2024 3.62% 0.26 CHF 0.27 CHF 60,000 60,000 33,022 33,022 9,252 CHF 9,585 CHF 96.18% 99.43%
10/07/2024 2.98% 0.31 CHF 0.32 CHF 65,000 65,000 35,425 35,425 11,753 CHF 12,108 CHF 99.84% 99.84%
09/07/2024 2.64% 0.39 CHF 0.40 CHF 65,000 65,000 35,983 35,983 13,792 CHF 14,153 CHF 99.66% 99.66%
08/07/2024 2.59% 0.40 CHF 0.41 CHF 65,000 65,000 35,884 35,884 14,059 CHF 14,419 CHF 100.00% 100.00%
05/07/2024 2.85% 0.32 CHF 0.33 CHF 65,000 65,000 35,850 35,850 12,571 CHF 12,931 CHF 99.52% 99.52%
04/07/2024 2.52% 0.38 CHF 0.39 CHF 33,000 33,000 29,240 29,240 11,462 CHF 11,754 CHF 98.93% 98.93%
03/07/2024 2.15% 0.39 CHF 0.40 CHF 65,000 65,000 35,268 35,268 16,197 CHF 16,550 CHF 98.23% 98.23%
02/07/2024 1.91% 0.54 CHF 0.55 CHF 65,000 65,000 35,756 35,756 18,929 CHF 19,288 CHF 100.00% 100.00%

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